Tableau doesn't currently support multi-valued parameters. One option is to set up a separate worksheet and a Filter Action, another workaround is to use a data blend http://drawingwithnumbers.artisart.org/creating-a-dynamic-parameter-with-a-tableau-data-blend/.
Feel free to comment and update this idea as well
Lénaïc RIÉDINGER, Global Community Engineer Tableau
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I created a parameter in which the User can input 10 values, such as 1,2,3,4...
1. Id Data Field to use.
2. Create Parameter which I named 'Field Selector. Use comma'
3. Created Calculated Field:
CONTAINS("," + [FIELD Selector. Use comma] + ",", "," + [FIELD] + ",")
Note: just add more comma. I think this one is for 4.
4. Drag 'Selector' to Filters
Get data populated and change filter to 'True'.